+1,187.3%
VUG vs LNT
+1,193.5%
-6.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | -6.3% | +9.6% | -15.9% | -10.1% |
| 3M | -6.0% | +5.4% | -11.4% | -8.4% |
| 6M | -3.5% | +3.1% | -6.7% | -5.6% |
| YTD | +3.9% | +16.5% | -12.6% | -4.0% |
| 1Y | +5.1% | +12.3% | -7.2% | -1.4% |
| 3Y | +77.9% | +70.3% | +7.6% | +34.7% |
| 5Y | +62.4% | +56.4% | +6.0% | +25.6% |
| 10Y | +399.4% | +184.3% | +215.1% | +171.7% |
| All | +1,187.3% | +1,193.5% | -6.2% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling